Don't need to, I feel safe. I carry when I do Craigslist transactions or when visiting questionable neighborhoods.
Having lived up there, I will say Hershey and surrounding areas are pretty safe. The crime is, generally, in the larger cities like Harrisburg, which still isn't that big.I wish I knew were crimes were going to occur.
That said, even the smallest towns have crime and you never know, especially in a tourist town like Hershey, when bad guys are going to venture out for a little "fun".
When I lived up there, I travelled a large part of the state extensively for work. Mostly small towns and smaller cities. I don't remember ever feeling unsafe, even in Philly, which had been in the top 5 or 10 cities for murders for a long time. Philly has some very specific neighborhoods to avoid, while Center City is heavily patrolled and heavily populated, and it tends to be lower crime.
I didn't have a carry permit when I was up there, which was less than a year, but I really never thought twice about it. Here in Atlanta, it's another story entirely.